Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48875.63 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42192.03 Kr¶

PnL: ---------------------------------------> -241.25 Kr¶

DD now: ---------------------------------> -7.991 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:26:10.844428'

Anic Portfolio¶

Today¶

Return: -0.867 %¶

This Week¶

Return: -0.867 %¶

Total portfolio value¶

Return including deposits: 60.006 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.360000 1660.680000 193.140000 13.160000 1467.540000
Hoist Finance 35 2.330000 1001.000000 22.750000 2.330000 978.250000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
HEXPOL B 9 -0.090000 1027.800000 9.900000 0.970000 1017.900000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Orrön Energy 180 0.220000 2044.800000 7.200000 0.350000 2037.600000
JM 6 0.700000 868.200000 6.000000 0.700000 862.200000
Hexatronic Group 12 0.470000 969.120000 4.560000 0.470000 964.560000
Catena 2 0.560000 794.000000 4.400000 0.560000 789.600000
Sagax B 4 0.420000 855.600000 3.600000 0.420000 852.000000
Atrium Ljungberg B 5 0.380000 936.500000 3.500000 0.380000 933.000000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
ASSA ABLOY B 3 -0.080000 776.400000 -0.600000 -0.080000 777.000000
Platzer Fastigheter Holding B 12 -0.130000 957.600000 -1.200000 -0.130000 958.800000
AcadeMedia 8 -0.810000 399.520000 -1.680000 -0.420000 401.200000
Gränges 9 -0.190000 924.300000 -1.800000 -0.190000 926.100000
Clas Ohlson B 12 -0.370000 967.200000 -3.600000 -0.370000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Biotage 7 -0.520000 934.500000 -4.900000 -0.520000 939.400000
EQT 4 -0.770000 823.200000 -6.400000 -0.770000 829.600000
Addnode Group B 11 -0.720000 911.900000 -6.600000 -0.720000 918.500000
SKF B 5 -1.070000 928.000000 -10.000000 -1.070000 938.000000
Byggmax Group 33 -1.180000 943.140000 -11.220000 -1.180000 954.360000
OX2 13 -1.230000 936.000000 -11.700000 -1.230000 947.700000
Nordic Waterproofing Holding 7 -1.890000 946.400000 -18.200000 -1.890000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
Vitec Software Group B 2 -3.140000 1050.000000 -34.000000 -3.140000 1084.000000
VEF 909 -2.260000 1810.730000 -34.540000 -1.870000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Indutrade 5 -3.710000 1169.500000 -45.000000 -3.710000 1214.500000
INVISIO 16 -1.300000 3632.000000 -48.000000 -1.300000 3680.000000
Bufab 3 -4.770000 1053.600000 -52.800000 -4.770000 1106.400000
Hexagon B 26 -1.690000 3393.000000 -58.500000 -1.690000 3451.500000
BHG Group 97 -7.260000 1350.240000 -104.760000 -7.200000 1455.000000
TOTAL 42192.030000 -241.250000 -7.99076% 42433.280000

Updated:¶

'2023-07-03 15:26:27.434262'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶